R/diff_pr_ns.R

In veldanie/SuraFixedIncome: Sura Asset Management Fixed income

diff_pr_ns <- function (betas, date_ini, mk_price, coupon, matur, freq, conv, y_lim=c(0,20))
{
  ##mk_price: Precio sucio
  pr = bond_price_ns_fixed(betas, date_ini = date_ini, coupon = coupon, matur = matur, freq = freq, conv=conv)
  aux = pr - mk_price
  aux = as.numeric(crossprod(aux))
  return(aux)
}